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Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification

In: The Econometrics of Complex Survey Data

Author

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  • Antonio Cosma
  • Andreï V. Kostyrka
  • Gautam Tripathi

Abstract

We show how to use a smoothed empirical likelihood approach to conduct efficient semiparametric inference in models characterized as conditional moment equalities when data are collected by variable probability sampling. Results from a simulation experiment suggest that the smoothed empirical likelihood based estimator can estimate the model parameters very well in small to moderately sized stratified samples.

Suggested Citation

  • Antonio Cosma & Andreï V. Kostyrka & Gautam Tripathi, 2019. "Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification," Advances in Econometrics, in: The Econometrics of Complex Survey Data, volume 39, pages 137-171, Emerald Group Publishing Limited.
    • Handle: RePEc:eme:aecozz:s0731-905320190000039010
    DOI: 10.1108/S0731-905320190000039010
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